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Session 027: Managing Risk for Underfunded Pension Plan
Session 027: Managing Risk for Underfunded Pension Plan Legislative changes and the economic ... understand and manage pension risk and volatility. Dynamic asset allocation glidepaths reduce risk as plans ...- Authors: Kathleen Brolly, Christopher Wittemann, Chad Keuneke
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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Design a Stochastic Valuation/Forecast System
financial intermediaries. One step below are the dynamic asset and liability systems that come out of stochastic ... investors who have conservative strategies. There are dynamic approaches that look at surplus optimization or ...- Authors: Richard Wendt, Chris K Madsen, John M Mulvey
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
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Strategic Asset Allocation for Pension Plans
fine to start out, but the pension plan is a dynamic sort of animal. The 60/40 may not be the appropriate ... asset allocation, do some additional analysis for dynamic hedging. If you have an investment strategy that ...- Authors: Bryan Boudreau, Craig A Voelker, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Pension Surplus Management
the dynamics of asset-only markets, moving into dynamic asset/liability models, and finally what I call ... And that really means you’re going to have to be dynamic about it. You’re going to have to change with ...- Authors: Application Administrator, John C Sweeney, John M Mulvey, Douglas Love
- Date: Jun 1996
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Matching Liabilities and Assets
Matching Liabilities and Assets This session at the SOA 1990 Dallas Spring Meeting ... able to match with, if you really were doing more dynamic changes in the inflation part of the salary assumptions ...- Authors: Donald Brackey, Richard Daskais, William F Quinn
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Pension Asset-Liability Projection Modeling
Pension Asset-Liability Projection Modeling This session discussion is about the existing practices, ... ASSET-LIABILITY PROJECTION MODELING FIGURE 12 DYNAMIC APPROACH- WHAT IS "RISK" TO ONGOING PENSION FUND ...- Authors: Debbie Benner, Colin G Carlton, Randall R King, John D Marshall
- Date: Apr 1986
- Competency: Communication>Active listening
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Assets/Liability Modeling And Matching For Pension Plans
bothersome in that immunization is intrinsically a dynamic process as opposed to cash matching which can literally ... Contingent Dedication Contingent Horizon Matching Dynamic Hedging -.," EXHIBIT14 _._ O¢ ADVANTAGES OF ...- Authors: Melissa J Hintz, Ronald A Karp, Martin L Leibowitz, Michael J Senoski, Andrew F Shewan
- Date: May 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Setting Investment Policy For Pension Plans
to ask Marry Lebowitz if yOu could explain the dynamic hedging strategy and how it might be appropriate ... appropriate for pension plans. MR. LEIBC_ITZ: Basically dynamic hedging is a catchword which is used to describe ...- Authors: Martin L Leibowitz, Michael Maxwell, William B Solomon, Ross N Steeves, Robert A Swan
- Date: May 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Matching of Assets and Liabilities
Matching of Assets and Liabilities Presentation of asset liability management techniques to better ... were determined for each of the scenarios. This dynamic approach to projecting cash flows overcomes the ...- Authors: Daniel J McCarthy, Robert H Stapleford, Vincent M Tobin
- Date: Apr 1982
- Competency: Relationship Management>Relationships and trust; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Life Insurance>Investment strategy - Life Insurance; Pensions & Retirement>Pension investments & asset liability management
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Pension Investments
Pension Investments This 1981 discussion session is about defined benefit plan pension investments. ... enterainment equipment. If you want the best, most dynamic company in the world in those industries, it may ...- Authors: James A Attwood, Meyer Melnikoff, Irwin T Vanderhoof, Robert G. Kirby, Hans C Mautner
- Date: Oct 1981
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management